-86.5%
TMF vs UDR
+42.1%
-128.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.0% | -2.1% | +3.0% | +1.0% |
| 30D | -1.8% | -5.6% | +3.8% | -1.7% |
| 3M | -8.2% | -5.8% | -2.5% | -8.1% |
| 6M | -19.5% | -1.1% | -18.4% | -19.5% |
| YTD | -16.0% | +1.6% | -17.6% | -16.1% |
| 1Y | -22.5% | -2.7% | -19.8% | -22.5% |
| 3Y | -42.3% | +6.3% | -48.6% | -42.4% |
| 5Y | -87.7% | -19.3% | -68.4% | -88.4% |
| 10Y | -86.5% | +46.0% | -132.5% | -87.6% |
| All | -86.5% | +42.1% | -128.6% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling